: Astronomie: Kolmogorov equation

mathematical technique > probability theory > stochastic process > Kolmogorov equation

mathematical technique > mathematical model > stochastic process > Kolmogorov equation

Kolmogorov equation

In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize continuous-time Markov processes. In particular, they describe how the probability that a continuous-time Markov process is in a certain state changes over time. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Kolmogorov_equations)

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